Results 201 to 205 of about 4,202 (205)

Artificial neural network model of the hybrid EGARCH volatility of the Taiwan stock index option prices

Physica A: Statistical Mechanics and Its Applications, 2008
Sheng-Tzong Cheng, Yi-Hsien Wang
exaly  

EGARCH Model with Weighted Liquidity

Communications in Statistics Part B: Simulation and Computation, 2014
Cristiana Tudor
exaly  

Inflation–growth nexus: some bivariate EGARCH evidence for Bangladesh

Macroeconomics and Finance in Emerging Market Economies, 2013
Biru Paksha Paul
exaly  

Markov regime-switching Beta-t-EGARCH

Applied Economics
Szabolcs Blazsek, Han-Chiang Ho
exaly  

Interpreting the Coefficients of News Impact Curve of EGARCH

SSRN Electronic Journal, 2012
openaire   +1 more source